My pmreceived Phrase is :

pmreceived Standard Phrase Dear $touserinfo[username], You have received a new private message at $vboptions[bbtitle] from $bbuserinfo[username]. Please click here to log in and read it: $vboptions[bburl]/private.php All the best, $vboptions[bbtitle]

Yes, I think this is a Bug
But as it is a Bug in vBulletin, I can't fix it :)

Which means that it will work properly in the next Version (RC3) :)

How can I link to /showthread.php in a PM?

I have 2 different URLs to my site and want the link to work from the URL the user is coming from. For example:

/showthread.php needs to be
uselessforums.com/showthread.php
or
uselessforum.com/showthread.php

That's somewhat tricky.
You must detect the Hostname and use this in the Phrase, wrappend in [url]

Any idea how to do that? It seems easy, as when I put links in the navbar, it does that automatically. Obviously, I'm no coder. :)

Is this in the hook: register_addmember_complete?

No, it's the Datamanger Hook.

Showing different Domains in Navbar works because the Navbar uses relative URLs - but that is not possible with BBCode [url]

How do I install this into 3.0.7?

Not at all :)